Proof of product rule for sucessive joint events

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Oct 20th 2008, 09:59 AM
partyshoes

Proof of product rule for sucessive joint events

Hi there,

Does anyone know how to prove the following...

P(E1nE2nE3nE4)=P(E1)P(E2\E1)P(E3\E2nE1)P(E4\E3nE2n E1)

apparently it can be proved by induction

Any better ideas
Thanks
Oct 20th 2008, 10:31 AM
Plato

Let’s agree that notation wise $P(A \cap B) = P(AB)$ . It makes it easier.
Basically we know that $P(AB) = P(A|B)P(B)$ .
Consider: $P(ABC)$ and let $X=BC$ .
The we know that
$\begin{array}{rcl} {P(ABC)} & = & {P(AX)} \\ {} & = & {P(A|X)P(X)} \\<br /> {} & = & {P(A|BC)P(BC)} \\ {} & = & {P(A|BC)P(B|C)P(C)} \\ \end{array}$

That is idea you could use in an inductive proof.

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